emt_trader_api.h

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#ifndef _EMT_TRADER_API_H_
#define _EMT_TRADER_API_H_
 
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
 
#include "emt_api_struct.h"
 
#if defined(ISLIB) && defined(_WIN32)
#ifdef LIB_TRADER_API_EXPORT
#define TRADER_API_EXPORT __declspec(dllexport)
#else
#define TRADER_API_EXPORT __declspec(dllimport)
#endif
#else
#define TRADER_API_EXPORT
#endif
 
namespace EMT {
    namespace API {
 
        class TraderSpi
        {
        public:
 
            virtual void OnConnected() {};
 
            virtual void OnDisconnected(int reason) {};
 
            virtual void OnError(EMTRI *error_info) {};
 
            virtual void OnOrderEvent(EMTOrderInfo *order_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnTradeEvent(EMTTradeReport *trade_info, uint64_t session_id) {};
 
            virtual void OnCancelOrderError(EMTOrderCancelInfo *cancel_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnQueryOrder(EMTQueryOrderRsp *order_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOrderByPage(EMTQueryOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryTrade(EMTQueryTradeRsp *trade_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryTradeByPage(EMTQueryTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryPosition(EMTQueryStkPositionRsp *position, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryPositionByPage(EMTQueryStkPositionRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryAsset(EMTQueryAssetRsp *asset, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryFund(EMTQueryFundRsp *fund, EMTRI *error_info, int request_id, uint64_t session_id) {};
 
            virtual void OnQueryFundTransfer(EMTFundTransferNotice *fund_transfer_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnFundTransfer(EMTFundTransferNotice *fund_transfer_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnQueryOtherServerFund(EMTFundQueryRsp *fund_info, EMTRI *error_info, int request_id, uint64_t session_id) {};
 
            virtual void OnQueryETF(EMTQueryETFBaseRsp *etf_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryETFBasket(EMTQueryETFComponentRsp *etf_component_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryIPOInfoList(EMTQueryIPOTickerRsp *ipo_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryIPOQuotaInfo(EMTQueryIPOQuotaRsp *quota_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionAuctionInfo(EMTQueryOptionAuctionInfoRsp *option_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnCreditCashRepay(EMTCrdCashRepayRsp *cash_repay_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnCreditCashRepaySpecifiedDebt(EMTCrdRepaySpecifiedDebtRsp *cash_repay_rsp, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnQueryCreditCashRepayInfo(EMTCrdCashRepayInfo *cash_repay_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditFundInfo(EMTCrdFundInfo *fund_info, EMTRI *error_info, int request_id, uint64_t session_id) {};
 
            virtual void OnQueryCreditDebtInfo(EMTCrdDebtInfo *debt_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditDebtInfoByPage(EMTCrdDebtInfo *debt_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditTickerDebtInfo(EMTCrdDebtStockInfo *debt_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditAssetDebtInfo(double remain_amount, EMTRI *error_info, int request_id, uint64_t session_id) {};
 
            virtual void OnQueryCreditTickerAssignInfo(EMTClientQueryCrdPositionStkInfo *assign_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditTickerAssignInfoByPage(EMTClientQueryCrdPositionStkInfo* debt_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditExcessStock(EMTClientQueryCrdSurplusStkRspInfo* stock_info, EMTRI *error_info, int request_id, uint64_t session_id) {};
 
            virtual void OnQueryMulCreditExcessStock(EMTClientQueryCrdSurplusStkRspInfo* stock_info, EMTRI *error_info, int request_id, uint64_t session_id, bool is_last) {};
 
            virtual void OnCreditExtendDebtDate(EMTCreditDebtExtendNotice *debt_extend_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnQueryCreditExtendDebtDateOrders(EMTCreditDebtExtendNotice *debt_extend_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditFundExtraInfo(EMTCrdFundExtraInfo *fund_info, EMTRI *error_info, int request_id, uint64_t session_id) {};
 
            virtual void OnQueryCreditPositionExtraInfo(EMTCrdPositionExtraInfo *fund_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnOptionExerciseOrderEvent(EMTOptionExerciseOrderInfo *order_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnOptionCombinedOrderEvent(EMTOptCombOrderInfo *order_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnOptionCombinedTradeEvent(EMTOptCombTradeReport *trade_info, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedOrders(EMTQueryOptCombOrderRsp *order_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedOrdersByPage(EMTQueryOptCombOrderRsp *order_info, int64_t req_count, int64_t order_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedTrades(EMTQueryOptCombTradeRsp *trade_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedTradesByPage(EMTQueryOptCombTradeRsp *trade_info, int64_t req_count, int64_t trade_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedPosition(EMTQueryOptCombPositionRsp *position_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedStrategyInfo(EMTQueryCombineStrategyInfoRsp *strategy_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditPledgeStkRate(EMTClientQueryCreditPledgeStkRateRsp *pledge_stk_rate_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryOptionCombinedExecPosition(EMTQueryOptCombExecPosRsp *position_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditMarginRate(EMTClientQueryCreditMarginRateRsp *margin_rate_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditPositionFullRate(EMTClientQueryCreditPositionFullRateRsp *position_fullrate_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditPledgeStkByPage(EMTClientQueryCreditPledgeStkRsp *pledge_stk_info, int64_t req_count, int64_t query_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryCreditTargetStkByPage(EMTClientQueryCreditTargetStkRsp *target_stk_info, int64_t req_count, int64_t query_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryIssueInfoList(EMTQueryIssueTickerRsp *issue_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQuerySecurityInfo(EMTQuerySecurityInfoRsp *security, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnCreditQuotaTransfer(EMTQuotaTransferNotice *quota_transfer_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnQueryCreditQuotaTransfer(EMTQuotaTransferNotice *quota_transfer_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
            
            virtual void OnQueryYesterdayAsset(EMTQueryYesterdayAssetRsp *yesterday_asset, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryETFByPage(EMTQueryETFBaseRsp *etf_info, int64_t req_count, int64_t rsp_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id){};
 
            virtual void OnQuerySecurityByPage(EMTQuerySecurityByPageRsp *security_info, int64_t req_count, int64_t rsp_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id){};
 
            virtual void OnQueryHKConnectIndicativeExchangeRateInfo(EMTQueryHKConnectIndicativeExchangeRateInfoRsp *hk_connect_exchage_rate_info, EMTRI *error_info, int request_id, uint64_t session_id){};
 
            virtual void OnQueryHkConnectSpreadTable(EMTQueryHkConnectSpreadTableRsp *hk_connect_spread_table, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id){};
 
            virtual void OnHoldingChangeEvent(EMTHoldingChangeInfo *holding_change_info, uint64_t session_id) {};
 
            virtual void OnQueryCreditDebtToRepayTodayByPage(EMTClientQueryCreditDebtToRepayTodayByPageRsp *to_repay_info, int64_t req_count, int64_t query_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryEndpointId(EMTQueryEndpointIdRsp *endpoint_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryDMATickerAssignInfoByPage(EMTQueryDMATickerAssignInfo *assign_info, int64_t req_count, int64_t rsp_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnQueryBlackWhiteListByPage(EMTQueryBlackWhiteListRsp *bwl_info, int64_t req_count, int64_t rsp_sequence, int64_t query_reference, int request_id, bool is_last, uint64_t session_id) {};
 
            virtual void OnCreditMarginAvlTransfer(EMTMarginAvlTransferNotice *marginavl_transfer_info, EMTRI *error_info, uint64_t session_id) {};
 
            virtual void OnQueryCreditMarginAvlTransfer(EMTMarginAvlTransferNotice *marginavl_transfer_info, EMTRI *error_info, int request_id, bool is_last, uint64_t session_id) {};
        };
    }
}
 
#ifndef WINDOWS
#if __GNUC__ >= 4
#pragma GCC visibility push(default)
#endif
#endif
 
namespace EMT {
    namespace API {
 
        class TRADER_API_EXPORT TraderApi
        {
        public:
            static TraderApi *CreateTraderApi(uint8_t client_id, const char *save_file_path, EMT_LOG_LEVEL log_level = EMT_LOG_LEVEL_DEBUG);
 
            virtual void SetCpuAffinity(int32_t thread1_cpu_core_id = -1, int32_t thread2_cpu_core_id = -1) = 0;
 
            virtual const char* GetErrMsgByCode(int32_t error_code ,uint64_t session_id) = 0;
 
            virtual void Release() = 0;
 
            virtual const char *GetTradingDay() = 0;
 
            virtual void RegisterSpi(TraderSpi *spi) = 0;
 
            virtual EMTRI *GetApiLastError() = 0;
 
            virtual const char* GetApiVersion() = 0;
 
            virtual uint8_t GetClientIDByEMTID(uint64_t order_emt_id) = 0;
 
            virtual const char* GetAccountByEMTID(uint64_t order_emt_id) = 0;
 
            virtual void SubscribePublicTopic(EMT_TE_RESUME_TYPE resume_type) = 0;
 
            virtual void SetSoftwareVersion(const char* version) = 0;
 
            virtual void SetHeartBeatInterval(uint32_t interval) = 0;
 
            virtual uint64_t Login(const char* ip, int port, const char* user, const char* password, EMT_PROTOCOL_TYPE sock_type, const char* local_ip = NULL, const EMTUserTerminalInfoReq* info = NULL) = 0;
 
            virtual int Logout(uint64_t session_id) = 0;
 
            virtual bool IsServerRestart(uint64_t session_id) = 0;
 
            virtual uint64_t InsertOrder(EMTOrderInsertInfo *order, uint64_t session_id) = 0;
 
            virtual uint64_t CancelOrder(const uint64_t order_emt_id, uint64_t session_id) = 0;
 
            virtual int QueryOrderByEMTID(const uint64_t order_emt_id, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOrders(const EMTQueryOrderReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryUnfinishedOrders(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOrdersByPage(const EMTQueryOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryTradesByEMTID(const uint64_t order_emt_id, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryTrades(EMTQueryTraderReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryTradesByPage(const EMTQueryTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryPosition(const char *ticker, uint64_t session_id, int request_id, EMT_MARKET_TYPE market = EMT_MKT_INIT) = 0;
 
            virtual int QueryPositionByPage(const EMTQueryPositionByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryAsset(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryFund(uint64_t session_id, int request_id) = 0;
 
            virtual uint64_t FundTransfer(EMTFundTransferReq *fund_transfer, uint64_t session_id) = 0;
 
            virtual int QueryFundTransfer(EMTQueryFundTransferLogReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOtherServerFund(EMTFundQueryReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryETF(EMTQueryETFBaseReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryETFTickerBasket(EMTQueryETFComponentReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryIPOInfoList(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryIPOQuotaInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionAuctionInfo(EMTQueryOptionAuctionInfoReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual uint64_t CreditCashRepay(double amount, uint64_t session_id) = 0;
 
            virtual uint64_t CreditCashRepaySpecifiedDebt(EMTCrdRepaySpecifiedDebtReq* cash_repay_req, uint64_t session_id) = 0;
 
            virtual uint64_t CreditSellStockRepayDebtInterestFee(EMTOrderInsertInfo* order, const char* debt_id, uint64_t session_id) = 0;
 
            virtual int QueryCreditCashRepayInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditFundInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditDebtInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditDebtInfoByPage(const EMTQueryCreditDebtInfoByPageReq* query_param, uint64_t session_id, int request_id)=0;
 
            virtual int QueryCreditTickerDebtInfo(EMTClientQueryCrdDebtStockReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditAssetDebtInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditTickerAssignInfo(EMTClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditTickerAssignInfoByPage(const EMTQueryTickerAssignInfoByPageReq* query_param, uint64_t session_id, int request_id)=0;
 
            virtual int QueryCreditExcessStock(EMTClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryMulCreditExcessStock(EMTClientQueryCrdSurplusStkReqInfo *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual uint64_t CreditExtendDebtDate(EMTCreditDebtExtendReq *debt_extend, uint64_t session_id) = 0;
 
            virtual int QueryCreditExtendDebtDateOrders(uint64_t emt_id, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditFundExtraInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditPositionExtraInfo(EMTClientQueryCrdPositionStockReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual uint64_t InsertOptionExerciseOrder(EMTOptionExerciseOrderInsertInfo *exec_order, uint64_t session_id) = 0;
 
            virtual uint64_t InsertOptionCombinedOrder(EMTOptCombOrderInsertInfo *order, uint64_t session_id) = 0;
 
            virtual int QueryOptionCombinedUnfinishedOrders(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedOrderByEMTID(const uint64_t order_emt_id, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedOrders(const EMTQueryOptCombOrderReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedOrdersByPage(const EMTQueryOptCombOrderByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedTradesByEMTID(const uint64_t order_emt_id, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedTrades(const EMTQueryOptCombTraderReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedTradesByPage(const EMTQueryOptCombTraderByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedPosition(const EMTQueryOptCombPositionReq* query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryOptionCombinedStrategyInfo(uint64_t session_id, int request_id) = 0;
            virtual int QueryCreditPledgeStkRate(EMTClientQueryCreditPledgeStkRateReq *query_param, uint64_t session_id, int request_id) = 0;
            virtual int QueryOptionCombinedExecPosition(const EMTQueryOptCombExecPosReq* query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditMarginRate(EMTClientQueryCreditMarginRateReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditPositionFullRate(EMTClientQueryCreditPositionFullRateReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditPledgeStkByPage(EMTClientQueryCreditPledgeStkByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditTargetStkByPage(EMTClientQueryCreditTargetStkByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryIssueInfoList(uint64_t session_id, int request_id) = 0;
 
            virtual int QuerySecurityInfo(EMTQuerySecurityInfoReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual uint64_t CreditQuotaTransfer(EMTQuotaTransferReq *quota_transfer, uint64_t session_id) = 0;
 
            virtual int QueryCreditQuotaTransfer(EMTQueryQuotaTransferLogReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryYesterdayAsset(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryETFByPage(const EMTQueryETFByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QuerySecurityByPage(const EMTQuerySecurityByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryHKConnectIndicativeExchangeRateInfo(uint64_t session_id, int request_id) = 0;
 
            virtual int QueryHkConnectSpreadTable(const EMTQueryHkConnectSpreadTableReq* query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryCreditDebtToRepayTodayByPage(EMTClientQueryCreditDebtToRepayTodayByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryEndpointId(const EMTQueryEndPointIdReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryDMATickerAssignInfoByPage(const EMTQueryDMATickerAssignByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual int QueryBlackWhiteListByPage(const EMTQueryBlackWhiteListByPageReq *query_param, uint64_t session_id, int request_id) = 0;
 
            virtual uint64_t CreditMarginAvlTransfer(EMTMarginAvlTransferReq *marginavl_transfer, uint64_t session_id) = 0;
 
            virtual int QueryCreditMarginAvlTransfer(EMTQueryMarginAvlTransferLogReq *query_param, uint64_t session_id, int request_id) = 0;
 
        protected:
            ~TraderApi() {};
        };
 
    }
}
 
#ifndef WINDOWS
#if __GNUC__ >= 4
#pragma GCC visibility pop
#endif
#endif
 
 
#endif